1.65Open1.50Pre Close3.20K Volume30.17K Open Interest27.00Strike Price537.57KTurnover55.61%IV0.20%PremiumDec 20, 2024Expiry Date1.75Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.8868Delta0.1432Gamma13.91Leverage Ratio-0.0333Theta-0.0018Rho-12.34Eff Leverage0.0047Vega